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Field name	Details
Dewey Class	515.782 (DDC 22)
Title	Introduction to Stochastic Integration (EB) / by Hui-Hsiung Kuo.
Author	Kuo, Hui-Hsiung
Other name(s)	SpringerLink (Online service)
Publication	New York, NY : Springer , 2006
Physical Details	: v.: digital
Series	Universitext
ISBN	9780387310572
Summary Note	Brownian Motion.- Constructions of Brownian Motion.- Stochastic Integrals.- An Extension of Stochastic Integrals.- Stochastic Integrals for Martingales.- The Ito Formula.- Applications of the Ito Formula.- Multiple Wiener-Ito Integrals.- Stochastic Differential Equations.- Some Applications and Additional Topics.:
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site	http://dx.doi.org/10.1007/0-387-31057-6
Links to Related Works	Subject References: Distribution (Probability theory) . Finance . Martingales (Mathematics) . Probability theory and stochastic processes . Quantitative Finance . Stochastic Analysis . Stochastic integrals . Authors: Kuo, Hui-Hsiung . Corporate Authors: SpringerLink (Online service) . Series: Universitext . Classification: 515.782 (DDC 22) .

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